Printscreening is of course not really a solution

. I did a quick search and found a firefox addon called PDF Mage. In a next step you could convert the pdf into an epub (
Online Solution). With the nova epub is of course nicer to work with than the A4 pdf format. Such browser addons and converting solutions are probably what you are looking for. Do not know any other way but I also haven't had the need for annotating web articles yet...
EDIT
Here you can find a direct epub browser solution:
Webpage to Epub